On-Demand Webinar – Nov 21, 2019

On-Demand Solution Webinar | Impact Analysis: The 2020 Clearing House Switch from OIS to SOFR Discounting

SOLUTION WEBINAR Impact Analysis: The 2020 Clearing House Switch from OIS to SOFR Discounting USING NUMERIX & PYTHON FOR CURVE CONSTRUCTION BEYOND LIBOR JOIN NUMERIX FOR AN ON-DEMAND SOLUTION WEBINAR... Read More

Featured LIBOR Transition and Multi-Curve Pricing Research & Insights

On-Demand Webinar – Nov 27, 2019
Greenwich Associates On-Demand Webinar | Trading, Technology and the Libor Transition

On-Demand Webinar

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Conference Presentation – Nov 8, 2019
Dawn of Alternative Reference Rates: Curve Construction Fundamentals

This presentation entitled “Dawn of Alternative Reference Rates: Curve Construction Fundamentals" was given by Ping Sun at Libor Summit USA in New York City on November 7th.

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On-Demand Webinar – Oct 31, 2019
Preparing for the Switch to SOFR Discounting

Numerix On-Demand Webinar

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On-Demand Webinar – Jun 19, 2019
On-Demand Resource | Dawn of Alternative Reference Rates: Curve Construction Fundamentals

In this presentation, Ping Sun, SVP of Financial Engineering for Numerix CrossAsset tackles curve complexity under RFRs

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White Paper – Jun 13, 2019
White paper | LIBOR Will Not Transition Quietly: What You Need to Know Now

In this Q&A, we discuss the transition effort from the IBORs to the RFRs, characteristics of RFRs and other challenges assocaited with the transition

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White Paper – Mar 20, 2019
The Impact of LIBOR's Phaseout on Technology

In this Q&A, we discuss the technology perspective tied to the switch to the LIBOR alternative reference rates

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On-Demand Webinar – Mar 27, 2019
Risk.net/Numerix: Transitioning to a Post-LIBOR World

This webinar provides a critical understanding of Libor’s current status and advancing technology to prepare for market changes

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Video Blog – Mar 6, 2019
The LIBOR Transition | The Current State of the Alternative Reference Rates

In this animated video, we show you the progress of each selected alternative reference rate towards readiness for the LIBOR decommission

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On-Demand Webinar – Jan 18, 2019
Moving Beyond LIBOR with Numerix Multi-Curve Framework

On-Demand Solution Webinar

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Preparing for a World Without LIBOR: Where Are We Now?
On-Demand Webinar | Preparing for a World Without LIBOR: Where Are We Now?
Preparing for a World Without LIBOR: Where Are We Now?
There’s been a lot of discussion in the capital markets world about the anticipated end of LIBOR and the ensuing far-reaching implications. On Wed, November 28th at 10 AM EST Liang Wu, Vice...
On-Demand Webinar
Risk Magazine Beyond LIBOR Special Report 2018
In this special report, Risk.net offers comprehensive coverage of the key issues and challenges of moving away from LIBOR. For example, the report discusses the switch to alternative rates and the impact on pricing, risk and valuation, concerns...
Analyst Report
What Road Are You On? Determining a Path Forward in OIS Discounting
Often in life we hit a point where paths converge, we look back behind us at a dusty beaten trail and forward at a newly paved road. It may not always be obvious though which path will be easier. Few want to be the first to test new terrain or see...
Written Blog
OIS Discounting | What Road Are You On?

In this info graphic, Numerix asks "Which Road Are You On?" and explores the impact of the paradigm shift between a single curve LIBOR swap pricing framework and a multi-curve OIS discounting framework, as well as the potential pitfalls of the...
Info Graphic
Toyota Financial Services CrossAsset/OIS Case Study
Numerix provided TFS with the advanced and flexible analytical application it required to be ready to value its entire portfolio on a daily basis,using an OIS based methodology. With Numerix, TFS also gained the capability to structure and value...
Case Study
Swap Pricing at its Core: OIS Discounting and Curve Construction
Since July 2013 when the Financial Accounting Standards Board (FASB) issued guidance permitting firms to use the Fed Funds Effective Swap Rate (Fed Funds rate), or Overnight Index Swap (OIS) rate for derivatives discounting both buy- and sell-side...
Written Blog
FASB Shakes Up Hedge Accounting Standards - OIS Rate Adopted as New Benchmark

While OIS has emerged as the proxy for the risk-free rate and continues to emerge as the new standard for collateral discounting in the OTC markets, the story continues to evolve. In late July the Financial Accounting Standards Board (FASB)...
Video Blog
The True Cost of OTC Derivatives Funding - FVA, OIS and Profitability

Watch the Video: The True Cost of OTC Derivatives Funding - FVA, OIS, and Profitability
The question at the root of the OTC derivatives decision process, "Is this trade profitable?", may at its core seem like a simple proposition. But in the...
Video Blog
The Fundamentals of OIS Curve Construction - Where to Start

In this video blog Numerix CMO, Jim Jockle speaks with Olga Us, Senior Quantitative Analyst about her recent PRMIA Master Class lecture, "OIS discounting Valuation Approaches Re-examined." Olga explains the drivers behind this paradigm shift in...
Video Blog
Lack of local currency OIS markets problematic for Asia banks
Risk.net | June 26, 2013 | By Clive Davidson
Anna Barbashova of Numerix discusses the impact of OIS pricing and valuation on derivatives pricing.
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